-23.4%
TSLL vs VSXY
+224.6%
-247.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.6% | -14.5% | -12.3% |
| 7D | +1.9% | -14.0% | +15.9% | +4.2% |
| 30D | +17.8% | -15.9% | +33.7% | +20.7% |
| 3M | -37.0% | +3.4% | -40.4% | -38.1% |
| 6M | -37.7% | +25.9% | -63.6% | -42.4% |
| YTD | -51.4% | +39.5% | -90.9% | -57.7% |
| 1Y | -23.4% | +194.4% | -217.7% | -57.6% |
| All | -23.4% | +224.6% | -247.9% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling